Risk attribution

B-One’s Risk Attribution module is an award winning solution, providing powerful insight into performance and risk attribution associated with your investment strategies. Model “what-if” scenarios, analyse risk according to type of investment and access a variety of risk methodologies while tapping into the power of the BI-SAM Data Repository, B-One’s centralised data store.

B-One Risk Attribution module helps you to:

Explain performance and associated risks in a manner to reflect the investment process

Provide a wide variety of risk measures

Access user-defined category structures with asset level drill down

Utilize a flexible and comprehensive risk model

Present risk analysis results in an easily understandable format

Key Features:

Select from a variety of available risk attribution methodologies:

Risk ex-post attribution

Risk ex-ante attribution

Risk &amp; AMP (ex-ante and ex-post reconciliation)

Multifactor risk ex-ante attribution (for Fixed Income)

Share performance and risk attribution data across a single platform and benefit from:

Consistent and re-usable processes

Unique functions

Uniform classification modules

Consistent benchmark management

Common algorithms and more

Model “What-if” scenarios to analyse various risk levels

Analyse risk according to stages unique to individual investment processes, such as: